ECBOT 10 Year T-Note Future March 2013
Trading Metrics calculated at close of trading on 19-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
133-170 |
133-190 |
0-020 |
0.0% |
133-130 |
High |
133-280 |
133-190 |
-0-090 |
-0.2% |
133-280 |
Low |
133-150 |
133-090 |
-0-060 |
-0.1% |
133-070 |
Close |
133-230 |
133-130 |
-0-100 |
-0.2% |
133-230 |
Range |
0-130 |
0-100 |
-0-030 |
-23.1% |
0-210 |
ATR |
0-138 |
0-138 |
0-000 |
0.1% |
0-000 |
Volume |
21,602 |
16,848 |
-4,754 |
-22.0% |
54,469 |
|
Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-117 |
134-063 |
133-185 |
|
R3 |
134-017 |
133-283 |
133-158 |
|
R2 |
133-237 |
133-237 |
133-148 |
|
R1 |
133-183 |
133-183 |
133-139 |
133-160 |
PP |
133-137 |
133-137 |
133-137 |
133-125 |
S1 |
133-083 |
133-083 |
133-121 |
133-060 |
S2 |
133-037 |
133-037 |
133-112 |
|
S3 |
132-257 |
132-303 |
133-102 |
|
S4 |
132-157 |
132-203 |
133-075 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-183 |
135-097 |
134-026 |
|
R3 |
134-293 |
134-207 |
133-288 |
|
R2 |
134-083 |
134-083 |
133-268 |
|
R1 |
133-317 |
133-317 |
133-249 |
134-040 |
PP |
133-193 |
133-193 |
133-193 |
133-215 |
S1 |
133-107 |
133-107 |
133-211 |
133-150 |
S2 |
132-303 |
132-303 |
133-192 |
|
S3 |
132-093 |
132-217 |
133-172 |
|
S4 |
131-203 |
132-007 |
133-114 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-295 |
2.618 |
134-132 |
1.618 |
134-032 |
1.000 |
133-290 |
0.618 |
133-252 |
HIGH |
133-190 |
0.618 |
133-152 |
0.500 |
133-140 |
0.382 |
133-128 |
LOW |
133-090 |
0.618 |
133-028 |
1.000 |
132-310 |
1.618 |
132-248 |
2.618 |
132-148 |
4.250 |
131-305 |
|
|
Fisher Pivots for day following 19-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
133-140 |
133-185 |
PP |
133-137 |
133-167 |
S1 |
133-133 |
133-148 |
|